CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0182 |
-0.0032 |
-0.3% |
1.0292 |
| High |
1.0377 |
1.0235 |
-0.0142 |
-1.4% |
1.0377 |
| Low |
1.0183 |
1.0104 |
-0.0079 |
-0.8% |
1.0054 |
| Close |
1.0235 |
1.0146 |
-0.0089 |
-0.9% |
1.0235 |
| Range |
0.0194 |
0.0131 |
-0.0063 |
-32.5% |
0.0323 |
| ATR |
0.0161 |
0.0159 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
3,942 |
6,127 |
2,185 |
55.4% |
8,878 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0555 |
1.0481 |
1.0218 |
|
| R3 |
1.0424 |
1.0350 |
1.0182 |
|
| R2 |
1.0293 |
1.0293 |
1.0170 |
|
| R1 |
1.0219 |
1.0219 |
1.0158 |
1.0191 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0147 |
| S1 |
1.0088 |
1.0088 |
1.0134 |
1.0060 |
| S2 |
1.0031 |
1.0031 |
1.0122 |
|
| S3 |
0.9900 |
0.9957 |
1.0110 |
|
| S4 |
0.9769 |
0.9826 |
1.0074 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1036 |
1.0413 |
|
| R3 |
1.0868 |
1.0713 |
1.0324 |
|
| R2 |
1.0545 |
1.0545 |
1.0294 |
|
| R1 |
1.0390 |
1.0390 |
1.0265 |
1.0306 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0180 |
| S1 |
1.0067 |
1.0067 |
1.0205 |
0.9983 |
| S2 |
0.9899 |
0.9899 |
1.0176 |
|
| S3 |
0.9576 |
0.9744 |
1.0146 |
|
| S4 |
0.9253 |
0.9421 |
1.0057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0377 |
1.0054 |
0.0323 |
3.2% |
0.0164 |
1.6% |
28% |
False |
False |
2,853 |
| 10 |
1.0630 |
1.0054 |
0.0576 |
5.7% |
0.0167 |
1.6% |
16% |
False |
False |
1,928 |
| 20 |
1.1173 |
1.0054 |
0.1119 |
11.0% |
0.0160 |
1.6% |
8% |
False |
False |
1,224 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
14.4% |
0.0149 |
1.5% |
6% |
False |
False |
695 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.4% |
0.0129 |
1.3% |
6% |
False |
False |
472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0792 |
|
2.618 |
1.0578 |
|
1.618 |
1.0447 |
|
1.000 |
1.0366 |
|
0.618 |
1.0316 |
|
HIGH |
1.0235 |
|
0.618 |
1.0185 |
|
0.500 |
1.0170 |
|
0.382 |
1.0154 |
|
LOW |
1.0104 |
|
0.618 |
1.0023 |
|
1.000 |
0.9973 |
|
1.618 |
0.9892 |
|
2.618 |
0.9761 |
|
4.250 |
0.9547 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0170 |
1.0216 |
| PP |
1.0162 |
1.0192 |
| S1 |
1.0154 |
1.0169 |
|